-13.9%
CTSH vs ITW
+18.4%
-32.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.0% |
| 7D | -8.2% | -1.9% | -6.3% | -7.3% |
| 30D | +0.4% | -10.4% | +10.8% | +5.6% |
| 3M | +10.6% | +3.5% | +7.1% | +8.6% |
| 6M | -8.8% | -3.4% | -5.4% | -7.5% |
| YTD | -28.6% | +8.5% | -37.1% | -32.9% |
| 1Y | -15.9% | +3.2% | -19.2% | -18.6% |
| All | -13.9% | +18.4% | -32.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling